Combined Monte Carlo sampling and penalty method for Stochastic nonlinear complementarity problems
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Publication:3055165
DOI10.1090/S0025-5718-09-02206-6zbMath1203.90157OpenAlexW2011831588MaRDI QIDQ3055165
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Publication date: 7 November 2010
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-09-02206-6
Nonlinear programming (90C30) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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